+485.4%
P vs STLA
+11.8%
+473.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.0% |
| 7D | +6.5% | +2.6% | +4.0% | +5.7% |
| 30D | +18.8% | -1.2% | +20.1% | +18.7% |
| 3M | +26.7% | -24.8% | +51.5% | +37.7% |
| 6M | +62.2% | -25.6% | +87.7% | +75.0% |
| YTD | +48.5% | -48.9% | +97.4% | +76.8% |
| 1Y | +26.4% | -38.8% | +65.2% | +38.4% |
| 3Y | +159.4% | -64.5% | +223.9% | +232.8% |
| 5Y | +275.8% | -62.4% | +338.2% | +355.8% |
| 10Y | +732.0% | +55.4% | +676.6% | +525.4% |
| All | +485.4% | +11.8% | +473.6% | +332.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling